Cov txheej txheem:
- Dab tsi yog qhov kev hloov pauv plaub ntawm Brownian motion?
- Puas yog quadratic variation variance?
- Txoj kev hloov pauv hloov pauv yog dab tsi?
- Puas Brownian tsab ntawv tsa suab muaj qhov hloov pauv tsis tu ncua?
Video: Yuav ua li cas xam quadratic covariation?
2024 Tus sau: Fiona Howard | [email protected]. Kawg hloov kho: 2024-01-10 06:38
Qhov kev hloov pauv plaub npaug yog hloov pauv los ntawm [X]=[X, X] [X]=[X, X], thiab cov kev sib txawv tuaj yeem sau tau raws li qhov sib txawv ntawm plaub qhov sib txawv los ntawm polarization tus kheej,[X, Y]=([X+Y]−[X−Y])/4.
Dab tsi yog qhov kev hloov pauv plaub ntawm Brownian motion?
Theorem 1 Lub quadratic variation ntawm Brownian motion yog sib npaug rau T nrog probability 1. |Xtk − Xtk−1 |. Yog tias peb tam sim no cia n → ∞ hauv (2) ces qhov txuas ntxiv ntawm Xt txhais tau tias qhov kev ua tsis tau zoo ntawm cov txheej txheem muaj qhov hloov pauv tag nrho thiab tsis yog xoom plaub qhov kev hloov pauv.
Puas yog quadratic variation variance?
Quadratic variation and variance is two different concepts. Cia X ua Ito txheej txheem thiab t≥0. Variance ntawm Xt yog ib qho kev txiav txim kom muaj nuj nqis uas yog qhov sib txawv ntawm plaub lub sij hawm t uas koj tau hais los ntawm [X, X]t yog qhov sib txawv tsis sib xws.
Txoj kev hloov pauv hloov pauv yog dab tsi?
Finite variation processes
Ib txheej txheem X tau hais tias muaj qhov hloov pauv tsis tu ncua yog tias nws muaj qhov sib txawv ntawm txhua lub sijhawm luv luv (nrog qhov tshwm sim 1). Cov txheej txheem zoo li no feem ntau suav nrog, tshwj xeeb, txhua qhov kev ua haujlwm sib txawv tsis tu ncua.
Puas Brownian tsab ntawv tsa suab muaj qhov hloov pauv tsis tu ncua?
Tshwj xeeb, nws qhia tau hais tias Brownian tsab ntawv tsa suab muaj nyob, qhov Brownian tsab ntawv tsa suab tsis muaj qhov sib txawv, thiab Brownian tsab ntawv tsa suab muaj finite quadratic variation.
Pom zoo:
Yuav ua li cas xam cov kev puas tsuaj uas tsis yog nyiaj txiag?
Txoj kev yooj yim tshaj los xam qhov mob thiab kev puas tsuaj yog los ntawm siv txoj kev sib tw Txhawm rau siv txoj hauv kev no, txhua yam koj yuav tsum ua yog muab koj cov nyiaj txiag puas tsuaj tag nrho los ntawm ib qho yam tshwj xeeb. Qhov xwm txheej no yuav muaj li ntawm 1.
Yuav ua li cas xam cov dej nag erosivity index?
rainfall erosivity factor yog xam los ntawm multiplying lub kinetic zog ntawm nag lossis daus (E) los ntawm qhov siab tshaj plaws los nag siv nyob rau lub sij hawm ntawm 30- feeb rau txhua los nag(ExI30) . Yuav ua li cas xam cov dej nag erosivity?
Cov neeg xam phaj paub li cas thaum yuav ntiav koj?
Ntawm no yog ob peb lub cim qhia tias koj yuav tau txais txoj haujlwm tom qab kev xam phaj hom lus lub cev muab rau nws. Koj hnov "thaum" thiab tsis yog "yog" Kev sib tham hloov xws li. Koj tau qhia rau lwm tus neeg hauv pab pawg.
Yuav ua li cas xam cov nyiaj tshuav nyiaj li cas?
Txoj kev hloov pauv ntawm kev suav koj cov nqi nyiaj txiag siv qhov nyiaj tshuav dhau los ntawm qhov kawg ntawm koj lub voj voog dhau los thiab rho tawm cov nyiaj them thiab cov qhab nia tau ua thaum lub sij hawm them nqi tam sim no Cov nqi tshiab ua thaum lub sij hawm them nqi yuav tsis suav rau hauv qhov hloov kho .
Puas yuav lub tsev qiv nyiaj yuav lub tshuab xam zauv?
A lub laij lej yog ib yam khoom me me uas muaj nqis tiag tiag nyiaj tsim nyog uas ua rau nws zoo tagnrho rau lub khw muag khoom . Lub tsev qiv nyiaj yuav them tshaj li cas? Cov hauv qab no yog cov khoom lag luam uas yuav luag ib txwm yuav:
